MikTeX (http://www.miktex.org) is a magnificent Windows distribution for TeX, but:
* There is no [[LuaTeX]] available yet(seems to be solved now: [http://miktex.org/packages/miktex-luatex-bin-2.9])
See also
* http://www.tug.org/protext/: MikTeX-based distribution, includes TeXnicCenter, GhostScript and WinEdt